Trying to scan Mac photos, nothing happens (bar doesn't move). My photo library is stored on a plugged-in HHD, not my mac's internal SSD - is that the problem?

My HDD is 4TB (currently only using .09 TB) in ExFAT

Without that particular piece of information your query was somewhat less than perfect. Feel free to apologise.

The library needs to be on a disk formatted Mac OS Extended (Journaled) or AFPS.

Your question actually was a little sparse on the information.

How many photos are in your library - hundreds, thousands, hundreds of thousands?

How fast does your external HDD claim to be, how is it formatted (FAT, ExFAT, HFS+, APFS), and how is it plugged in (USB2, USB3, USB-C, Thunderbolt (1, 2, or 3))?

Is your Mac set to avoid sleeping overnight?

Please read the following user tip and restate your question/problem in detail: 

Writing an Effective Apple Support Communities Question - Apple Community  

How is the external HD formatted?